Simpler flag optimization
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Publication:6419166
arXiv2212.00212MaRDI QIDQ6419166FDOQ6419166
Ke Ye, Zehua Lai, Lek-Heng Lim
Publication date: 30 November 2022
Abstract: We study the geometry of flag manifolds under different embeddings into a product of Grassmannians. We show that differential geometric objects and operations -- tangent vector, metric, normal vector, exponential map, geodesic, parallel transport, gradient, Hessian, etc -- have closed-form analytic expressions that are computable with standard numerical linear algebra. Furthermore, we are able to derive a coordinate descent method in the flag manifold that performs well compared to other gradient descent methods.
Estimation in multivariate analysis (62H12) Nonlinear programming (90C30) Methods of quasi-Newton type (90C53) Grassmannians, Schubert varieties, flag manifolds (14M15) Sensitivity analysis for optimization problems on manifolds (49Q12) Orthogonalization in numerical linear algebra (65F25)
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